Install Python Packages in Azure ML?

Question

Similar question as here but now on Python packages. Currently, the CVXPY is missing in Azure ML. I am also trying to get other solvers such as GLPK, CLP and COINMP working in Azure ML.

How can I install Python packages in Azure ML?

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Update about trying to install the Python packages not found in Azure ML.

I did as instructed by Peter Pan but I think the 32bits CVXPY files are wrong for the Anaconda 4 and Python 3.5 in Azure ML, logs and errors are here.

[Information]         Running with Python 3.5.1 |Anaconda 4.0.0 (64-bit)| (default, Feb 16 2016, 09:49:46) [MSC v.1900 64 bit (AMD64)]

Update 2 with win_amd64 files (paste here)

[Information]         Extracting Script Bundle.zip to .\Script Bundle
[Information]         File Name                                             Modified             Size
[Information]         cvxopt-1.1.9-cp35-cp35m-win_amd64.whl          2017-06-07 01:03:34      1972074
[Information]         __MACOSX/                                      2017-06-07 01:26:28            0
[Information]         __MACOSX/._cvxopt-1.1.9-cp35-cp35m-win_amd64.whl 2017-06-07 01:03:34          452
[Information]         cvxpy-0.4.10-py3-none-any.whl                  2017-06-07 00:25:36       300880
[Information]         __MACOSX/._cvxpy-0.4.10-py3-none-any.whl       2017-06-07 00:25:36          444
[Information]         ecos-2.0.4-cp35-cp35m-win_amd64.whl            2017-06-07 01:03:40        56522
[Information]         __MACOSX/._ecos-2.0.4-cp35-cp35m-win_amd64.whl 2017-06-07 01:03:40          450
[Information]         numpy-1.13.0rc2+mkl-cp35-cp35m-win_amd64.whl   2017-06-07 01:25:02    127909457
[Information]         __MACOSX/._numpy-1.13.0rc2+mkl-cp35-cp35m-win_amd64.whl 2017-06-07 01:25:02          459
[Information]         scipy-0.19.0-cp35-cp35m-win_amd64.whl          2017-06-07 01:05:12     12178932
[Information]         __MACOSX/._scipy-0.19.0-cp35-cp35m-win_amd64.whl 2017-06-07 01:05:12          452
[Information]         scs-1.2.6-cp35-cp35m-win_amd64.whl             2017-06-07 01:03:34        78653
[Information]         __MACOSX/._scs-1.2.6-cp35-cp35m-win_amd64.whl  2017-06-07 01:03:34          449
[Information]         [ READING ] 0:00:00
[Information]         Input pandas.DataFrame #1:
[Information]         Empty DataFrame
[Information]         Columns: [1]
[Information]         Index: []
[Information]         [ EXECUTING ] 0:00:00
[Information]         [ WRITING ] 0:00:00

where import cvxpy, import cvxpy-0.4.10-py3-none-any.whl or cvxpy-0.4.10-py3-none-any do not work so

How can I use the following wheel files downloaded from here to use the external Python packages not found in Azure ML?

Update about permission problem about importing cvxpy (paste here)

 [Error]         ImportError: No module named 'canonInterface'

where the ZIP Bundle is organised a bit differently, the content of each wheel downloaded to a folder and the content having all zipped as a ZIP Bundle.

Answer 1

According to the Limitations and Technical Notes of Execute Python Script tutorial, the only way to add custom Python modules is via the zip file mechanism to package the modules and all dependencies.

For example to install CVXPY, as below.

1. Download the wheel file of CVXPY and its dependencies like CVXOPT.
2. Decompress these wheel files, and package these files in the path cvxpy and cvxopt, etc as a zipped file with your script.
3. Upload the zip file as a dataset and use it as the script bundle.

If you were using IPython, you also can try to install the Python Package via the code !pip install cvxpy.

And there are some similar SO threads which may be helpful for you, as below.

1. Azure ML Python with Script Bundle cannot import module
2. How to install a Python package from within IPython?

Hope it helps.

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Update:

For IPython interface of Azure ML, you move to the NOTEBOOKS tab to create a notebook via ADD TO PROJECT button at the bottom of the page, as the figure below.

Or you can directly login to the website https://notebooks.azure.com to use it.

Answer 2

I will demo Peter Pan's answer here and I show first a working experiment with external package. Building the ZIP Bundle for the external package CVXPY was not that straight-forward but educational.

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Demo about external package using ZIP Bundle in Azure ML

This is a working example about using an additional package in Python Script module provided by Smit Shah

https://gallery.cortanaintelligence.com/Experiment/Python-additional-package

where

[Information]         Extracting Script Bundle.zip to .\Script Bundle
[Information]         File Name                                             Modified             Size
[Information]         adal/__init__.py                               2017-05-01 10:03:04         1822
[Information]         adal/__init__.pyc                              2017-05-01 10:03:12          629
[Information]         adal/adal_error.py                             2017-05-01 10:03:04         1553
[Information]         adal/adal_error.pyc                            2017-05-01 10:03:12          685
[Information]         adal/argument.py                               2017-05-01 10:03:04         2023
[Information]         adal/argument.pyc                              2017-05-01 10:03:12          837
[Information]         adal/authentication_context.py                 2017-05-01 10:03:04        13766
[Information]         adal/authentication_context.pyc                2017-05-01 10:03:12        14198
[Information]         adal/authentication_parameters.py              2017-05-01 10:03:04         8195
[Information]         adal/authentication_parameters.pyc             2017-05-01 10:03:12         4820
[Information]         adal/authority.py                              2017-05-01 10:03:04         6908
[Information]         adal/authority.pyc                             2017-05-01 10:03:12         6091
[Information]         adal/cache_driver.py                           2017-05-01 10:03:04         9773
[Information]         adal/cache_driver.pyc                          2017-05-01 10:03:12         9293
[Information]         adal/code_request.py                           2017-05-01 10:03:04         2744
[Information]         adal/code_request.pyc                          2017-05-01 10:03:12         2225
[Information]         adal/constants.py                              2017-05-01 10:03:04         7359
[Information]         adal/constants.pyc                             2017-05-01 10:03:12         9305
[Information]         adal/log.py                                    2017-05-01 10:03:04         4058
[Information]         adal/log.pyc                                   2017-05-01 10:03:12         3699
[Information]         adal/mex.py                                    2017-05-01 10:03:04        11186
[Information]         adal/mex.pyc                                   2017-05-01 10:03:12         8804
[Information]         adal/oauth2_client.py                          2017-05-01 10:03:04        14196
[Information]         adal/oauth2_client.pyc                         2017-05-01 10:03:12        11619
[Information]         adal/self_signed_jwt.py                        2017-05-01 10:03:04         4823
[Information]         adal/self_signed_jwt.pyc                       2017-05-01 10:03:12         5301
[Information]         adal/token_cache.py                            2017-05-01 10:03:04         4761
[Information]         adal/token_cache.pyc                           2017-05-01 10:03:12         4883
[Information]         adal/token_request.py                          2017-05-01 10:03:04        17703
[Information]         adal/token_request.pyc                         2017-05-01 10:03:12        15096
[Information]         adal/user_realm.py                             2017-05-01 10:03:04         6362
[Information]         adal/user_realm.pyc                            2017-05-01 10:03:12         5325
[Information]         adal/util.py                                   2017-05-01 10:03:04         3567
[Information]         adal/util.pyc                                  2017-05-01 10:03:12         2723
[Information]         adal/wstrust_request.py                        2017-05-01 10:03:04         8402
[Information]         adal/wstrust_request.pyc                       2017-05-01 10:03:12         6816
[Information]         adal/wstrust_response.py                       2017-05-01 10:03:04         8751
[Information]         adal/wstrust_response.pyc                      2017-05-01 10:03:12         5467
[Information]         adal/xmlutil.py                                2017-05-01 10:03:04         2806
[Information]         adal/xmlutil.pyc                               2017-05-01 10:03:12         2309
[Information]         cryptography/__about__.py                      2017-04-27 17:51:38          817
[Information]         cryptography/__about__.pyc                     2017-04-27 17:51:50          892
[Information]         cryptography/__init__.py                       2017-04-27 17:51:38          829
[Information]         cryptography/__init__.pyc                      2017-04-27 17:51:50          962
[Information]         cryptography/exceptions.py                     2017-04-27 17:51:38         1234
[Information]         cryptography/exceptions.pyc                    2017-04-27 17:51:50         3406
[Information]         cryptography/fernet.py                         2017-04-27 17:51:38         4305
[Information]         cryptography/fernet.pyc                        2017-04-27 17:51:50         5670
[Information]         cryptography/hazmat/                           2017-04-27 17:51:50            0
[Information]         cryptography/hazmat/__init__.py                2017-04-27 17:51:38          483
[Information]         cryptography/hazmat/__init__.pyc               2017-04-27 17:51:50          560
[Information]         cryptography/hazmat/backends/                  2017-04-27 17:51:50            0
[Information]         cryptography/hazmat/backends/__init__.py       2017-04-27 17:51:38         2403
[Information]         cryptography/hazmat/backends/__init__.pyc      2017-04-27 17:51:50         1783
[Information]         cryptography/hazmat/backends/commoncrypto/     2017-04-27 17:51:50            0
[Information]         cryptography/hazmat/backends/commoncrypto/__init__.py 2017-04-27 17:51:38          341
[Information]         cryptography/hazmat/backends/commoncrypto/__init__.pyc 2017-04-27 17:51:50          448
[Information]         cryptography/hazmat/backends/commoncrypto/backend.py 2017-04-27 17:51:38         8840
[Information]         cryptography/hazmat/backends/commoncrypto/backend.pyc 2017-04-27 17:51:50         9402
[Information]         cryptography/hazmat/backends/commoncrypto/ciphers.py 2017-04-27 17:51:38         9362
[Information]         cryptography/hazmat/backends/commoncrypto/ciphers.pyc 2017-04-27 17:51:50         8265
[Information]         cryptography/hazmat/backends/commoncrypto/hashes.py 2017-04-27 17:51:38         2040
[Information]         cryptography/hazmat/backends/commoncrypto/hashes.pyc 2017-04-27 17:51:50         2884
[Information]         cryptography/hazmat/backends/commoncrypto/hmac.py 2017-04-27 17:51:38         2188
[Information]         cryptography/hazmat/backends/commoncrypto/hmac.pyc 2017-04-27 17:51:50         3231
[Information]         cryptography/hazmat/backends/interfaces.py     2017-04-27 17:51:38        10493
[Information]         cryptography/hazmat/backends/interfaces.pyc    2017-04-27 17:51:50        21555
[Information]         cryptography/hazmat/backends/multibackend.py   2017-04-27 17:51:38        19700
[Information]         cryptography/hazmat/backends/multibackend.pyc  2017-04-27 17:51:50        25269
[Information]         cryptography/hazmat/backends/openssl/          2017-04-27 17:51:50            0
[Information]         cryptography/hazmat/backends/openssl/__init__.py 2017-04-27 17:51:38          336
[Information]         cryptography/hazmat/backends/openssl/__init__.pyc 2017-04-27 17:51:50          438
[Information]         cryptography/hazmat/backends/openssl/backend.py 2017-04-27 17:51:38        68646
[Information]         cryptography/hazmat/backends/openssl/backend.pyc 2017-04-27 17:51:50        64293
[Information]         cryptography/hazmat/backends/openssl/ciphers.py 2017-04-27 17:51:38         7665
[Information]         cryptography/hazmat/backends/openssl/ciphers.pyc 2017-04-27 17:51:50         6101
[Information]         cryptography/hazmat/backends/openssl/cmac.py   2017-04-27 17:51:38         2797
[Information]         cryptography/hazmat/backends/openssl/cmac.pyc  2017-04-27 17:51:50         3668
[Information]         cryptography/hazmat/backends/openssl/decode_asn1.py 2017-04-27 17:51:38        29210
[Information]         cryptography/hazmat/backends/openssl/decode_asn1.pyc 2017-04-27 17:51:50        28941
[Information]         cryptography/hazmat/backends/openssl/dh.py     2017-04-27 17:51:38         9945
[Information]         cryptography/hazmat/backends/openssl/dh.pyc    2017-04-27 17:51:50        10966
[Information]         cryptography/hazmat/backends/openssl/dsa.py    2017-04-27 17:51:38        10044
[Information]         cryptography/hazmat/backends/openssl/dsa.pyc   2017-04-27 17:51:50        12467
[Information]         cryptography/hazmat/backends/openssl/ec.py     2017-04-27 17:51:38         9914
[Information]         cryptography/hazmat/backends/openssl/ec.pyc    2017-04-27 17:51:50        12615
[Information]         cryptography/hazmat/backends/openssl/encode_asn1.py 2017-04-27 17:51:38        22285
[Information]         cryptography/hazmat/backends/openssl/encode_asn1.pyc 2017-04-27 17:51:50        22267
[Information]         cryptography/hazmat/backends/openssl/hashes.py 2017-04-27 17:51:38         2532
[Information]         cryptography/hazmat/backends/openssl/hashes.pyc 2017-04-27 17:51:50         3185
[Information]         cryptography/hazmat/backends/openssl/hmac.py   2017-04-27 17:51:38         2980
[Information]         cryptography/hazmat/backends/openssl/hmac.pyc  2017-04-27 17:51:50         3732
[Information]         cryptography/hazmat/backends/openssl/rsa.py    2017-04-27 17:51:38        18610
[Information]         cryptography/hazmat/backends/openssl/rsa.pyc   2017-04-27 17:51:50        17931
[Information]         cryptography/hazmat/backends/openssl/utils.py  2017-04-27 17:51:38          862
[Information]         cryptography/hazmat/backends/openssl/utils.pyc 2017-04-27 17:51:50         1088
[Information]         cryptography/hazmat/backends/openssl/x509.py   2017-04-27 17:51:38        15804
[Information]         cryptography/hazmat/backends/openssl/x509.pyc  2017-04-27 17:51:50        23091
[Information]         cryptography/hazmat/bindings/                  2017-04-27 17:51:50            0
[Information]         cryptography/hazmat/bindings/__init__.py       2017-04-27 17:51:38          246
[Information]         cryptography/hazmat/bindings/__init__.pyc      2017-04-27 17:51:50          313
[Information]         cryptography/hazmat/bindings/_constant_time.pyd 2017-04-27 17:51:38         8192
[Information]         cryptography/hazmat/bindings/_openssl.pyd      2017-04-27 17:51:38      2754560
[Information]         cryptography/hazmat/bindings/_padding.pyd      2017-04-27 17:51:38         8704
[Information]         cryptography/hazmat/bindings/commoncrypto/     2017-04-27 17:51:50            0
[Information]         cryptography/hazmat/bindings/commoncrypto/__init__.py 2017-04-27 17:51:38          246
[Information]         cryptography/hazmat/bindings/commoncrypto/__init__.pyc 2017-04-27 17:51:50          326
[Information]         cryptography/hazmat/bindings/commoncrypto/binding.py 2017-04-27 17:51:38          410
[Information]         cryptography/hazmat/bindings/commoncrypto/binding.pyc 2017-04-27 17:51:50          785
[Information]         cryptography/hazmat/bindings/openssl/          2017-04-27 17:51:50            0
[Information]         cryptography/hazmat/bindings/openssl/__init__.py 2017-04-27 17:51:38          246
[Information]         cryptography/hazmat/bindings/openssl/__init__.pyc 2017-04-27 17:51:50          321
[Information]         cryptography/hazmat/bindings/openssl/_conditional.py 2017-04-27 17:51:38         8854
[Information]         cryptography/hazmat/bindings/openssl/_conditional.pyc 2017-04-27 17:51:50         8138
[Information]         cryptography/hazmat/bindings/openssl/binding.py 2017-04-27 17:51:38         5067
[Information]         cryptography/hazmat/bindings/openssl/binding.pyc 2017-04-27 17:51:50         5118
[Information]         cryptography/hazmat/primitives/                2017-04-27 17:51:50            0
[Information]         cryptography/hazmat/primitives/__init__.py     2017-04-27 17:51:38          246
[Information]         cryptography/hazmat/primitives/__init__.pyc    2017-04-27 17:51:50          315
[Information]         cryptography/hazmat/primitives/asymmetric/     2017-04-27 17:51:50            0
[Information]         cryptography/hazmat/primitives/asymmetric/__init__.py 2017-04-27 17:51:38         1020
[Information]         cryptography/hazmat/primitives/asymmetric/__init__.pyc 2017-04-27 17:51:50         2305
[Information]         cryptography/hazmat/primitives/asymmetric/dh.py 2017-04-27 17:51:38         5093
[Information]         cryptography/hazmat/primitives/asymmetric/dh.pyc 2017-04-27 17:51:50        10298
[Information]         cryptography/hazmat/primitives/asymmetric/dsa.py 2017-04-27 17:51:38         6890
[Information]         cryptography/hazmat/primitives/asymmetric/dsa.pyc 2017-04-27 17:51:50        13468
[Information]         cryptography/hazmat/primitives/asymmetric/ec.py 2017-04-27 17:51:38         9570
[Information]         cryptography/hazmat/primitives/asymmetric/ec.pyc 2017-04-27 17:51:50        18550
[Information]         cryptography/hazmat/primitives/asymmetric/padding.py 2017-04-27 17:51:38         2261
[Information]         cryptography/hazmat/primitives/asymmetric/padding.pyc 2017-04-27 17:51:50         4322
[Information]         cryptography/hazmat/primitives/asymmetric/rsa.py 2017-04-27 17:51:38        10226
[Information]         cryptography/hazmat/primitives/asymmetric/rsa.pyc 2017-04-27 17:51:50        15084
[Information]         cryptography/hazmat/primitives/asymmetric/utils.py 2017-04-27 17:51:38         1704
[Information]         cryptography/hazmat/primitives/asymmetric/utils.pyc 2017-04-27 17:51:50         2984
[Information]         cryptography/hazmat/primitives/ciphers/        2017-04-27 17:51:50            0
[Information]         cryptography/hazmat/primitives/ciphers/__init__.py 2017-04-27 17:51:38          574
[Information]         cryptography/hazmat/primitives/ciphers/__init__.pyc 2017-04-27 17:51:50          654
[Information]         cryptography/hazmat/primitives/ciphers/algorithms.py 2017-04-27 17:51:38         3424
[Information]         cryptography/hazmat/primitives/ciphers/algorithms.pyc 2017-04-27 17:51:50         7930
[Information]         cryptography/hazmat/primitives/ciphers/base.py 2017-04-27 17:51:38         7663
[Information]         cryptography/hazmat/primitives/ciphers/base.pyc 2017-04-27 17:51:50        12557
[Information]         cryptography/hazmat/primitives/ciphers/modes.py 2017-04-27 17:51:38         5517
[Information]         cryptography/hazmat/primitives/ciphers/modes.pyc 2017-04-27 17:51:50         9165
[Information]         cryptography/hazmat/primitives/cmac.py         2017-04-27 17:51:38         2235
[Information]         cryptography/hazmat/primitives/cmac.pyc        2017-04-27 17:51:50         3192
[Information]         cryptography/hazmat/primitives/constant_time.py 2017-04-27 17:51:38          798
[Information]         cryptography/hazmat/primitives/constant_time.pyc 2017-04-27 17:51:50         1237
[Information]         cryptography/hazmat/primitives/hashes.py       2017-04-27 17:51:38         5081
[Information]         cryptography/hazmat/primitives/hashes.pyc      2017-04-27 17:51:50         9263
[Information]         cryptography/hazmat/primitives/hmac.py         2017-04-27 17:51:38         2353
[Information]         cryptography/hazmat/primitives/hmac.pyc        2017-04-27 17:51:50         3322
[Information]         cryptography/hazmat/primitives/interfaces/     2017-04-27 17:51:50            0
[Information]         cryptography/hazmat/primitives/interfaces/__init__.py 2017-04-27 17:51:38          884
[Information]         cryptography/hazmat/primitives/interfaces/__init__.pyc 2017-04-27 17:51:50         1961
[Information]         cryptography/hazmat/primitives/kdf/            2017-04-27 17:51:50            0
[Information]         cryptography/hazmat/primitives/kdf/__init__.py 2017-04-27 17:51:38          771
[Information]         cryptography/hazmat/primitives/kdf/__init__.pyc 2017-04-27 17:51:50         1473
[Information]         cryptography/hazmat/primitives/kdf/concatkdf.py 2017-04-27 17:51:38         4109
[Information]         cryptography/hazmat/primitives/kdf/concatkdf.pyc 2017-04-27 17:51:50         5908
[Information]         cryptography/hazmat/primitives/kdf/hkdf.py     2017-04-27 17:51:38         3674
[Information]         cryptography/hazmat/primitives/kdf/hkdf.pyc    2017-04-27 17:51:50         4986
[Information]         cryptography/hazmat/primitives/kdf/kbkdf.py    2017-04-27 17:51:38         5017
[Information]         cryptography/hazmat/primitives/kdf/kbkdf.pyc   2017-04-27 17:51:50         5610
[Information]         cryptography/hazmat/primitives/kdf/pbkdf2.py   2017-04-27 17:51:38         2185
[Information]         cryptography/hazmat/primitives/kdf/pbkdf2.pyc  2017-04-27 17:51:50         2813
[Information]         cryptography/hazmat/primitives/kdf/scrypt.py   2017-04-27 17:51:38         2252
[Information]         cryptography/hazmat/primitives/kdf/scrypt.pyc  2017-04-27 17:51:50         2957
[Information]         cryptography/hazmat/primitives/kdf/x963kdf.py  2017-04-27 17:51:38         2363
[Information]         cryptography/hazmat/primitives/kdf/x963kdf.pyc 2017-04-27 17:51:50         3296
[Information]         cryptography/hazmat/primitives/keywrap.py      2017-04-27 17:51:38         3050
[Information]         cryptography/hazmat/primitives/keywrap.pyc     2017-04-27 17:51:50         3136
[Information]         cryptography/hazmat/primitives/padding.py      2017-04-27 17:51:38         5736
[Information]         cryptography/hazmat/primitives/padding.pyc     2017-04-27 17:51:50        10471
[Information]         cryptography/hazmat/primitives/serialization.py 2017-04-27 17:51:38         5288
[Information]         cryptography/hazmat/primitives/serialization.pyc 2017-04-27 17:51:50         8668
[Information]         cryptography/hazmat/primitives/twofactor/      2017-04-27 17:51:50            0
[Information]         cryptography/hazmat/primitives/twofactor/__init__.py 2017-04-27 17:51:38          288
[Information]         cryptography/hazmat/primitives/twofactor/__init__.pyc 2017-04-27 17:51:50          607
[Information]         cryptography/hazmat/primitives/twofactor/hotp.py 2017-04-27 17:51:38         2589
[Information]         cryptography/hazmat/primitives/twofactor/hotp.pyc 2017-04-27 17:51:50         3808
[Information]         cryptography/hazmat/primitives/twofactor/totp.py 2017-04-27 17:51:38         1594
[Information]         cryptography/hazmat/primitives/twofactor/totp.pyc 2017-04-27 17:51:50         2637
[Information]         cryptography/hazmat/primitives/twofactor/utils.py 2017-04-27 17:51:38          954
[Information]         cryptography/hazmat/primitives/twofactor/utils.pyc 2017-04-27 17:51:50         1208
[Information]         cryptography/utils.py                          2017-04-27 17:51:38         4130
[Information]         cryptography/utils.pyc                         2017-04-27 17:51:50         6969
[Information]         cryptography/x509/                             2017-04-27 17:51:50            0
[Information]         cryptography/x509/__init__.py                  2017-04-27 17:51:38         6857
[Information]         cryptography/x509/__init__.pyc                 2017-04-27 17:51:50         6944
[Information]         cryptography/x509/base.py                      2017-04-27 17:51:38        23315
[Information]         cryptography/x509/base.pyc                     2017-04-27 17:51:50        31205
[Information]         cryptography/x509/extensions.py                2017-04-27 17:51:38        37228
[Information]         cryptography/x509/extensions.pyc               2017-04-27 17:51:50        59587
[Information]         cryptography/x509/general_name.py              2017-04-27 17:51:38         7519
[Information]         cryptography/x509/general_name.pyc             
...
2017-04-27 11:28:02        21986
[Information]         dateutil/relativedelta.pyc                     2017-04-27 11:28:06        17516
[Information]         dateutil/rrule.py                              2017-04-27 11:28:02        61792
[Information]         dateutil/rrule.pyc                             2017-04-27 11:28:06        48786
[Information]         dateutil/tz/                                   2017-04-27 11:28:06            0
[Information]         dateutil/tz/__init__.py                        2017-04-27 11:28:02          145
[Information]         dateutil/tz/__init__.pyc                       2017-04-27 11:28:06          379
[Information]         dateutil/tz/_common.py                         2017-04-27 11:28:02        11744
[Information]         dateutil/tz/_common.pyc                        2017-04-27 11:28:06        13900
[Information]         dateutil/tz/tz.py                              2017-04-27 11:28:02        48924
[Information]         dateutil/tz/tz.pyc                             2017-04-27 11:28:06        44590
[Information]         dateutil/tz/win.py                             2017-04-27 11:28:02        11466
[Information]         dateutil/tz/win.pyc                            2017-04-27 11:28:06        12475
[Information]         dateutil/tzwin.py                              2017-04-27 11:28:02           58
[Information]         dateutil/tzwin.pyc                             2017-04-27 11:28:06          211
[Information]         dateutil/zoneinfo/                             2017-04-27 11:28:06            0
[Information]         dateutil/zoneinfo/__init__.py                  2017-04-27 11:28:02         6810
[Information]         dateutil/zoneinfo/__init__.pyc                 2017-04-27 11:28:06         7654
[Information]         dateutil/zoneinfo/dateutil-zoneinfo.tar.gz     2017-04-27 11:28:02       139671
[Information]         dateutil/zoneinfo/rebuild.py                   2017-04-27 11:28:02         1688
[Information]         dateutil/zoneinfo/rebuild.pyc                  2017-04-27 11:28:06         2239
[Information]         jwt/__init__.py                                2017-06-06 14:51:08          738
[Information]         jwt/__init__.pyc                               2017-06-06 14:51:08         1177
[Information]         jwt/__main__.py                                2017-06-06 14:51:08         3585
[Information]         jwt/__main__.pyc                               2017-06-06 14:51:08         3120
[Information]         jwt/algorithms.py                              2017-06-06 14:51:08        13758
[Information]         jwt/algorithms.pyc                             2017-06-06 14:51:08        14450
[Information]         jwt/api_jws.py                                 2017-06-06 14:51:08         7133
[Information]         jwt/api_jws.pyc                                2017-06-06 14:51:08         7462
[Information]         jwt/api_jwt.py                                 2017-06-06 14:51:08         6547
[Information]         jwt/api_jwt.pyc                                2017-06-06 14:51:08         6842
[Information]         jwt/compat.py                                  2017-06-06 14:51:08         1784
[Information]         jwt/compat.pyc                                 2017-06-06 14:51:08         2253
[Information]         jwt/contrib/                                   2017-06-06 14:51:08            0
[Information]         jwt/contrib/__init__.py                        2017-06-06 14:51:08            0
[Information]         jwt/contrib/__init__.pyc                       2017-06-06 14:51:08          163
[Information]         jwt/contrib/algorithms/                        2017-06-06 14:51:08            0
[Information]         jwt/contrib/algorithms/__init__.py             2017-06-06 14:51:08            0
[Information]         jwt/contrib/algorithms/__init__.pyc            2017-06-06 14:51:08          174
[Information]         jwt/contrib/algorithms/py_ecdsa.py             2017-06-06 14:51:08         1771
[Information]         jwt/contrib/algorithms/py_ecdsa.pyc            2017-06-06 14:51:08         2406
[Information]         jwt/contrib/algorithms/pycrypto.py             2017-06-06 14:51:08         1250
[Information]         jwt/contrib/algorithms/pycrypto.pyc            2017-06-06 14:51:08         2325
[Information]         jwt/exceptions.py                              2017-06-06 14:51:08          841
[Information]         jwt/exceptions.pyc                             2017-06-06 14:51:08         2777
[Information]         jwt/utils.py                                   2017-06-06 14:51:08         2629
[Information]         jwt/utils.pyc                                  2017-06-06 14:51:08         4204

so the ZIP bundle has been done in a specific way such that packages' dist-info folders are removed and only the folders having the exact name of the package is included

by which I was able to run import cvxpy, notice that new packages multiplocess and CVXCanon are included. Yet in solving a problem, I got error with ecos module missing next. So I created a new directory ecos for all files found in the original ecos.*.wheel package so the updated ZIP Bundle looks like this

by which I was able to solve the following convex optimisation problem with DCP tool called CVXPY.

Code inside Python Script module that solves an optimisation problem with CVXPY in Azure ML

import pandas as pd
from cvxpy import *
import numpy

def azureml_main(dataframe1 = None, dataframe2 = None):

    # Problem data.
    m = 30
    n = 20
    numpy.random.seed(1)
    A = numpy.random.randn(m, n)
    b = numpy.random.randn(m)

    # Construct the problem.
    x = Variable(n)
    objective = Minimize(sum_squares(A*x - b))
    constraints = [0 <= x, x <= 1]
    prob = Problem(objective, constraints)

    # The optimal objective is returned by prob.solve().
    result = prob.solve()
    # The optimal value for x is stored in x.value.
    #print x.value
    # The optimal Lagrange multiplier for a constraint
    # is stored in constraint.dual_value.
    #print constraints[0].dual_value

    dataframe1=pd.DataFrame(numpy.zeros(1))
    dataframe1[0][0]=result

    # Return value must be of a sequence of pandas.DataFrame
    return dataframe1,

Further reading

1. Notice that the code creates a Panda DataFrame with size one zero matrix, there may be more elegant way to do it, more in Python Pandas DataFrame with only a single number stored?